Stochastic averaging for a Hamiltonian system with skew random perturbations

DOI10.1007/s10959-013-0533-9zbMath1334.60104OpenAlexW2089001517MaRDI QIDQ895906

Chetan D. Pahlajani

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-013-0533-9

zbMATH Keywords

stochastic differential equationrandom perturbationsstochastic averagingdouble-well Hamiltonianlimiting dynamicsskew diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments

Cites Work

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